Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47431.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46033.28 Kr¶

PnL: ---------------------------------------> -855.29 Kr¶

DD now: ---------------------------------> -2.464 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 12:27:34.142483'

Anic Portfolio¶

Today¶

Return: 0.258 %¶

This Week¶

Return: -1.004 %¶

Total¶

Return: 55.279 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.510000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 -1.160000 781.600000 108.600000 16.140000 673.000000
Nordea Bank Abp 29 1.620000 3539.740000 85.740000 2.480000 3453.999992
SAAB B 8 -0.440000 3428.000000 51.000000 1.510000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.130000 394.200000 39.200000 11.040000 355.000000
Boozt 12 1.220000 1692.000000 38.000000 2.300000 1653.999996
Resurs Holding 22 1.740000 604.120000 30.120000 5.250000 573.999998
Corem Property Group B 59 0.390000 601.210000 24.210000 4.200000 576.999999
Swedbank A 3 1.430000 584.100000 20.100000 3.560000 564.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Intrum 4 0.110000 545.400000 18.400000 3.490000 527.000000
Securitas B 6 1.830000 586.680000 16.680000 2.930000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.640000 542.500000 14.500000 2.750000 527.999997
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.910000 570.150000 8.150000 1.450000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 2.240000 252.240000 6.240000 2.540000 246.000000
Coor Service Management Hold. 8 0.070000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.740000 544.000000 -2.000000 -0.370000 546.000000
CTEK 13 -2.960000 514.930000 -19.070000 -3.570000 533.999999
Midsona B 63 -0.780000 563.850000 -19.150000 -3.280000 582.999984
International Petroleum Corp. 5 4.170000 575.000000 -19.570000 -3.290000 594.565215
Essity B 2 -0.870000 544.400000 -29.600000 -5.160000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Sampo Oyj SDB 7 0.840000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 1.020000 1432.800000 -231.200000 -13.890000 1663.999992
Axfood 13 0.300000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 -1.120000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46033.280000 -855.290000 -2.46379% 46888.564618

Updated:¶

'2023-01-27 12:27:47.046614'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶